Slow moving capital

American Economic Review

Volumn 97, Issue 2, 2007, Pages 215-220

  Mitchell, Mark ^a   Pedersen, Lasse Heje ^b,c   Pulvino, Todd ^a  

^a CNH Partners   (United States)

^b NEW YORK UNIVERSITY   (United States)

^c NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 34547368805     PISSN: 00028282     EISSN: None     Source Type: Journal    
DOI: 10.1257/aer.97.2.215     Document Type: Conference Paper

References (6)

1. Acharya, Viral V., and Lasse H. Pedersen. 2005. "Asset Pricing with Liquidity Risk." Journal of Financial Economics, 77(2): 375-410.
2. Brunnermeier, Markus K., and Lasse H. Pedersen. 2005. "Market Liquidity and Funding Liquidity." Unpublished.
3. Merton, Robert C. 1987. "A Simple Model of Capital Market Equilibrium with Incomplete Information." Journal of Finance, 42(3): 483-510.
4. Mitchell, Mark L., and Jeffry M. Netter. 1989. "Triggering the 1987 Stock Market Crash: Antitakeover Provisions in the Proposed House Ways and Means Tax Bill?" Journal of Financial Economics, 24(1): 37-68.
5. Mitchell, Mark, and Todd Pulvino. 2001. "Characteristics of Risk and Return in Risk Arbitrage." Journal of Finance, 56(6): 2135-75.
6. Shleifer, Andrei, and Robert W. Vishny. 1997. "The Limits of Arbitrage." Journal of Finance, 52(1): 35-55.